Euro Bund Future December 2011

Trading Metrics calculated at close of trading on 06-Jul-2011

Day Change Summary
	Previous	Current
	05-Jul-2011	06-Jul-2011	Change	Change %	Previous Week
Open	124.39	124.48	0.09	0.1%	126.16
High	124.43	125.33	0.90	0.7%	126.16
Low	124.20	124.48	0.28	0.2%	123.96
Close	124.37	125.25	0.88	0.7%	124.13
Range	0.23	0.85	0.62	269.6%	2.20
ATR	0.49	0.53	0.03	6.7%	0.00
Volume	35	69	34	97.1%	1,114

Daily Pivots for day following 06-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	127.57	127.26	125.72
R3	126.72	126.41	125.48
R2	125.87	125.87	125.41
R1	125.56	125.56	125.33	125.72
PP	125.02	125.02	125.02	125.10
S1	124.71	124.71	125.17	124.87
S2	124.17	124.17	125.09
S3	123.32	123.86	125.02
S4	122.47	123.01	124.78

Weekly Pivots for week ending 01-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	131.35	129.94	125.34
R3	129.15	127.74	124.74
R2	126.95	126.95	124.53
R1	125.54	125.54	124.33	125.15
PP	124.75	124.75	124.75	124.55
S1	123.34	123.34	123.93	122.95
S2	122.55	122.55	123.73
S3	120.35	121.14	123.53
S4	118.15	118.94	122.92

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125.33	123.96	1.37	1.1%	0.49	0.4%	94%	True	False	134
10	126.20	123.96	2.24	1.8%	0.52	0.4%	58%	False	False	139
20	126.20	123.96	2.24	1.8%	0.48	0.4%	58%	False	False	89
40	126.20	122.93	3.27	2.6%	0.25	0.2%	71%	False	False	134
60	126.20	119.36	6.84	5.5%	0.17	0.1%	86%	False	False	218

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.03
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	128.94
2.618	127.56
1.618	126.71
1.000	126.18
0.618	125.86
HIGH	125.33
0.618	125.01
0.500	124.91
0.382	124.80
LOW	124.48
0.618	123.95
1.000	123.63
1.618	123.10
2.618	122.25
4.250	120.87

Fisher Pivots for day following 06-Jul-2011
Pivot	1 day	3 day
R1	125.14	125.09
PP	125.02	124.93
S1	124.91	124.77

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These figures are updated between 7pm and 10pm EST after a trading day.

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